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https://github.com/swapniljariwala/nsepy

Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices
https://github.com/swapniljariwala/nsepy

derivative historical-data pe-history price-history stock

Last synced: 12 days ago
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Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices

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# NSEpy 0.8

## Deprecation notice

> [!CAUTION]
> Thanks a lot for your support, but I am unable to maintain this library. NSE's old website is also getting deprecated which means NSEPy will cease to work someday when NSE shuts down the old website.

## What do you do next?

Here are some alternatives and related libraries which are based on new NSE's website -

### [jugaad-data](https://github.com/jugaad-py/jugaad-data)

Supports both live and historical data. It is fast as NSEPy it is using threading for downloading data like NSEPy.

### [NSEDownload](https://github.com/NSEDownload/NSEDownload)

You can download stock and index history only. Expected to be fast as it uses threading.

### [nsepython](https://github.com/aeron7/nsepython/tree/master)

Cool logo, Supports live as well as historial data. I felt it to be a bit slow for historical data as it is single threaded.

Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices.

Detailed documentation here - https://nsepy-xyz.web.app

Release Notes
* Added support for derivative data. (Probably only API for indian derivative and India VIX data as Yahoo API has no support for derivatives)
* Support for RBI reference rates for USD
* Download data thru simple cli
* Unified and simplified API for all (Equity, Index, Derivative, Volatility Indexes-INDIAVIX)
* Compatible and Tested with Python 2.7 and 3.4

## Libraries Required
- requests
- beautifulsoup
- numpy
- scipy
- pandas
- lxml

For Windows systems you can install Anaconda, this will cover many dependancies (You'll have to install requests and beautifulsoup additionally though)

## Installation
Fresh installation

```$pip install nsepy```

Upgrade

```$pip install nsepy --upgrade```

## Usage

Get the price history of stocks and NSE indices directly in pandas dataframe-
```python

#Stock history
sbin = get_history(symbol='SBIN',
start=date(2015,1,1),
end=date(2015,1,10))
sbin[[ 'VWAP', 'Turnover']].plot(secondary_y='Turnover')

""" Index price history
symbol can take these values (These indexes have derivatives as well)
"NIFTY" or "NIFTY 50",
"BANKNIFTY" or "NIFTY BANK",
"NIFTYINFRA" or "NIFTY INFRA",
"NIFTYIT" or "NIFTY IT",
"NIFTYMID50" or "NIFTY MIDCAP 50",
"NIFTYPSE" or "NIFTY PSE"
In addition to these there are many indices
For full list refer- http://www.nseindia.com/products/content/equities/indices/historical_index_data.htm
"""
nifty = get_history(symbol="NIFTY",
start=date(2015,1,1),
end=date(2015,1,10),
index=True)
nifty[['Close', 'Turnover']].plot(secondary_y='Turnover')

```
Sample contents of the one of the dataframe (I'm using Anaconda and Spyder)-
```
In[6]: nifty_fut
Out[6]:
Symbol Expiry Open High Low Close Last
Date
2015-01-01 NIFTY 2015-01-29 8320.00 8356.0 8295.20 8343.80 8347.05
2015-01-02 NIFTY 2015-01-29 8352.25 8470.9 8352.25 8458.40 8468.00
2015-01-05 NIFTY 2015-01-29 8452.35 8492.0 8406.00 8422.85 8423.85
2015-01-06 NIFTY 2015-01-29 8422.00 8422.0 8000.00 8157.90 8150.30
2015-01-07 NIFTY 2015-01-29 8150.00 8184.0 8096.00 8141.85 8154.00
2015-01-08 NIFTY 2015-01-29 8209.00 8274.9 8193.10 8257.25 8255.00
2015-01-09 NIFTY 2015-01-29 8306.35 8334.0 8205.00 8315.50 8311.60

Settle Price Number of Contracts Turnover Open Interest
Date
2015-01-01 8343.80 152053 3.165350e+10 21140550
2015-01-02 8458.40 384440 8.105711e+10 21427925
2015-01-05 8422.85 362889 7.661895e+10 20698500
2015-01-06 8157.90 807830 1.663583e+11 19157775
2015-01-07 8141.85 513814 1.046381e+11 18716025
2015-01-08 8257.25 409705 8.433153e+10 17798500
2015-01-09 8315.50 596384 1.234251e+11 17111350

Change in OI Underlying
Date
2015-01-01 -28675 8284.00
2015-01-02 287375 8395.45
2015-01-05 -729425 8378.40
2015-01-06 -1540725 8127.35
2015-01-07 -441750 8102.10
2015-01-08 -917525 8234.60
2015-01-09 -687150 8284.50
```

## How can I contribute?
There are multiple ways in which you can contribute-

### Write about your project

I'm putting about 1 Hr per week on NSEpy as hobby and I will continue to do so. but as this effort is just not enough, NSEpy at the moment is short of good documentation. There are lot of features in NSEpy still not documented :( , so till we complete the documentation, I'll need support from the community.

Please write about your projects in blogs, quora answers and other forums, so that people find working examples to get started.

### Raising issues, bugs, enhancement requests

For quick resolution please raise issues both [here on issue page](https://github.com/swapniljariwala/nsepy/issues) as well as on [Stackoverflow](https://stackoverflow.com/). I'll try my best to address the issues quickly on github as and when I get notified, but raising it on stackoverflow will provide you access to a larger group and someone else might solve your problem before I do.

### Submit patches

If you have fixed an issue or added a new feature, please fork this repository, make your changes and submit a pull request. [Here's good article on how to do this.](https://code.tutsplus.com/tutorials/how-to-collaborate-on-github--net-34267)

Looking forward for healthy participation from community.